+743.6%
FN vs EXEL
+461.0%
+282.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.3% | +10.4% | +11.4% |
| 7D | 0.0% | +0.3% | -0.3% | +0.1% |
| 30D | -34.3% | +19.0% | -53.4% | -36.4% |
| 3M | -39.9% | +33.3% | -73.1% | -43.2% |
| 6M | -51.8% | +42.9% | -94.7% | -55.3% |
| YTD | -28.1% | +58.7% | -86.9% | -34.8% |
| 1Y | -29.1% | +70.5% | -99.6% | -36.6% |
| 3Y | +102.4% | +233.8% | -131.4% | +53.1% |
| 5Y | +171.7% | +259.3% | -87.7% | +98.6% |
| All | +743.6% | +461.0% | +282.5% | +466.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling